+2,788.3%
NVDL vs DXCM
-27.1%
+2,815.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +2.2% |
| 7D | +11.7% | -3.2% | +14.9% | +12.7% |
| 30D | +7.8% | +6.3% | +1.5% | +5.8% |
| 3M | +3.3% | +21.1% | -17.8% | -3.1% |
| 6M | +38.9% | +20.6% | +18.3% | +30.1% |
| YTD | +28.5% | +32.4% | -4.0% | +16.5% |
| 1Y | +40.6% | +8.8% | +31.8% | +34.7% |
| 3Y | +648.7% | -13.7% | +662.4% | +622.6% |
| All | +2,788.3% | -27.1% | +2,815.3% | +2,911.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling